+41.1%
AR vs SPXS
-99.5%
+140.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | +0.8% |
| 7D | -1.3% | +6.4% | -7.7% | +0.9% |
| 30D | +3.5% | +6.0% | -2.4% | +5.8% |
| 3M | +9.9% | -11.6% | +21.5% | +5.1% |
| 6M | +4.5% | -28.7% | +33.2% | -7.6% |
| YTD | +13.7% | -26.3% | +39.9% | +2.0% |
| 1Y | +19.2% | -34.9% | +54.2% | +3.1% |
| 3Y | +46.2% | -79.5% | +125.6% | -8.5% |
| 5Y | +145.9% | -85.9% | +231.8% | +59.6% |
| All | +41.1% | -99.5% | +140.6% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling